相关论文: Stochastic gradient descent with gradient estimato…

The goal of policy gradient approaches is to find a policy in a given class of policies which maximizes the expected return. Given a differentiable model of the policy, we want to apply a gradient-ascent technique to reach a local optimum.…

This paper studies the sparse identification problem of unknown sparse parameter vectors in stochastic dynamic systems. Firstly, a novel sparse identification algorithm is proposed, which can generate sparse estimates based on least squares…

Sparse modelling or model selection with categorical data is challenging even for a moderate number of variables, because one parameter is roughly needed to encode one category or level. The Group Lasso is a well known efficient algorithm…

A framework is introduced for solving a sequence of slowly changing optimization problems, including those arising in regression and classification applications, using optimization algorithms such as stochastic gradient descent (SGD). The…

Optimization problems with continuous data appear in, e.g., robust machine learning, functional data analysis, and variational inference. Here, the target function is given as an integral over a family of (continuously) indexed target…

Decentralized methods to solve finite-sum minimization problems are important in many signal processing and machine learning tasks where the data is distributed over a network of nodes and raw data sharing is not permitted due to privacy…

Machine learning optimization often depends on stochastic gradient descent, where the precision of gradient estimation is vital for model performance. Gradients are calculated from mini-batches formed by uniformly selecting data samples…

Categorical encoders transform categorical features into numerical representations that are indispensable for a wide range of machine learning models. Existing encoder benchmark studies lack generalizability because of their limited choice…

Stochastic gradient descent (SGD) has been a go-to algorithm for nonconvex stochastic optimization problems arising in machine learning. Its theory however often requires a strong framework to guarantee convergence properties. We hereby…

Finding parameters that minimise a loss function is at the core of many machine learning methods. The Stochastic Gradient Descent algorithm is widely used and delivers state of the art results for many problems. Nonetheless, Stochastic…

Overparameterized stochastic differential equation (SDE) models have achieved remarkable success in various complex environments, such as PDE-constrained optimization, stochastic control and reinforcement learning, financial engineering,…

Gradient descent and its many variants, including mini-batch stochastic gradient descent, form the algorithmic foundation of modern large-scale machine learning. Due to the size and scale of modern data, gradient computations are often…

Gradient descent optimization algorithms, while increasingly popular, are often used as black-box optimizers, as practical explanations of their strengths and weaknesses are hard to come by. This article aims to provide the reader with…

Stochastic gradient algorithm is a key ingredient of many machine learning methods, particularly appropriate for large-scale learning.However, a major caveat of large data is their incompleteness.We propose an averaged stochastic gradient…

We study zeroth-order optimization for convex functions where we further assume that function evaluations are unavailable. Instead, one only has access to a $\textit{comparison oracle}$, which given two points $x$ and $y$ returns a single…

Cluster analysis is one of the essential tasks in data mining and knowledge discovery. Each type of data poses unique challenges in achieving relatively efficient partitioning of the data into homogeneous groups. While the algorithms for…

A wide range of optimization problems arising in machine learning can be solved by gradient descent algorithms, and a central question in this area is how to efficiently compress a large-scale dataset so as to reduce the computational…

The performance of text classification has improved tremendously using intelligently engineered neural-based models, especially those injecting categorical metadata as additional information, e.g., using user/product information for…

Stochastic gradient descent (SGD) is the workhorse of modern machine learning. Sometimes, there are many different potential gradient estimators that can be used. When so, choosing the one with the best tradeoff between cost and variance is…

We study the high-dimensional linear regression problem with categorical predictors that have many levels. We propose a new estimation approach, which performs model compression via two mechanisms by simultaneously encouraging (a)…